[5816] | 1 | #region License Information
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| 2 | /* HeuristicLab
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| 3 | * Copyright (C) 2002-2011 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
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| 4 | *
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| 5 | * This file is part of HeuristicLab.
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| 6 | *
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| 7 | * HeuristicLab is free software: you can redistribute it and/or modify
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| 8 | * it under the terms of the GNU General Public License as published by
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| 9 | * the Free Software Foundation, either version 3 of the License, or
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| 10 | * (at your option) any later version.
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| 11 | *
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| 12 | * HeuristicLab is distributed in the hope that it will be useful,
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| 13 | * but WITHOUT ANY WARRANTY; without even the implied warranty of
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| 14 | * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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| 15 | * GNU General Public License for more details.
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| 16 | *
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| 17 | * You should have received a copy of the GNU General Public License
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| 18 | * along with HeuristicLab. If not, see <http://www.gnu.org/licenses/>.
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| 19 | */
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| 20 | #endregion
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| 21 |
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| 22 | using System.Collections.Generic;
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| 23 | using System.Linq;
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| 24 | using HeuristicLab.Common;
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| 25 | using HeuristicLab.Core;
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| 26 | using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
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| 27 | using System;
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| 28 | using HeuristicLab.Data;
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| 29 |
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| 30 | namespace HeuristicLab.Problems.DataAnalysis {
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| 31 | /// <summary>
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| 32 | /// Represents regression solutions that contain an ensemble of multiple regression models
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| 33 | /// </summary>
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| 34 | [StorableClass]
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| 35 | [Item("Regression Ensemble Solution", "A regression solution that contains an ensemble of multiple regression models")]
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| 36 | // [Creatable("Data Analysis")]
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| 37 | public class RegressionEnsembleSolution : RegressionSolution, IRegressionEnsembleSolution {
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| 38 | public new IRegressionEnsembleModel Model {
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| 39 | get { return (IRegressionEnsembleModel)base.Model; }
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| 40 | }
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| 41 |
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| 42 | [Storable]
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| 43 | private Dictionary<IRegressionModel, IntRange> trainingPartitions;
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| 44 | [Storable]
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| 45 | private Dictionary<IRegressionModel, IntRange> testPartitions;
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| 46 |
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| 47 | [StorableConstructor]
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| 48 | protected RegressionEnsembleSolution(bool deserializing) : base(deserializing) { }
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| 49 | protected RegressionEnsembleSolution(RegressionEnsembleSolution original, Cloner cloner)
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| 50 | : base(original, cloner) {
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| 51 | }
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| 52 | public RegressionEnsembleSolution(IEnumerable<IRegressionModel> models, IRegressionProblemData problemData)
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[6238] | 53 | : base(new RegressionEnsembleModel(models), new RegressionEnsembleProblemData(problemData)) {
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[5816] | 54 | trainingPartitions = new Dictionary<IRegressionModel, IntRange>();
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| 55 | testPartitions = new Dictionary<IRegressionModel, IntRange>();
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| 56 | foreach (var model in models) {
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| 57 | trainingPartitions[model] = (IntRange)problemData.TrainingPartition.Clone();
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| 58 | testPartitions[model] = (IntRange)problemData.TestPartition.Clone();
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| 59 | }
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| 60 | RecalculateResults();
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| 61 | }
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| 62 |
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| 63 | public RegressionEnsembleSolution(IEnumerable<IRegressionModel> models, IRegressionProblemData problemData, IEnumerable<IntRange> trainingPartitions, IEnumerable<IntRange> testPartitions)
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[6238] | 64 | : base(new RegressionEnsembleModel(models), new RegressionEnsembleProblemData(problemData)) {
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[5816] | 65 | this.trainingPartitions = new Dictionary<IRegressionModel, IntRange>();
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| 66 | this.testPartitions = new Dictionary<IRegressionModel, IntRange>();
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| 67 | var modelEnumerator = models.GetEnumerator();
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| 68 | var trainingPartitionEnumerator = trainingPartitions.GetEnumerator();
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| 69 | var testPartitionEnumerator = testPartitions.GetEnumerator();
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| 70 | while (modelEnumerator.MoveNext() & trainingPartitionEnumerator.MoveNext() & testPartitionEnumerator.MoveNext()) {
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| 71 | this.trainingPartitions[modelEnumerator.Current] = (IntRange)trainingPartitionEnumerator.Current.Clone();
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| 72 | this.testPartitions[modelEnumerator.Current] = (IntRange)testPartitionEnumerator.Current.Clone();
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| 73 | }
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| 74 | if (modelEnumerator.MoveNext() | trainingPartitionEnumerator.MoveNext() | testPartitionEnumerator.MoveNext()) {
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| 75 | throw new ArgumentException();
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| 76 | }
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[6184] | 77 | RecalculateResults();
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[5816] | 78 | }
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| 79 |
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| 80 | public override IDeepCloneable Clone(Cloner cloner) {
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| 81 | return new RegressionEnsembleSolution(this, cloner);
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| 82 | }
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| 83 |
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| 84 | public override IEnumerable<double> EstimatedTrainingValues {
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| 85 | get {
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[6238] | 86 | var rows = ProblemData.TrainingIndizes;
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[5816] | 87 | var estimatedValuesEnumerators = (from model in Model.Models
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[6184] | 88 | select new { Model = model, EstimatedValuesEnumerator = model.GetEstimatedValues(ProblemData.Dataset, rows).GetEnumerator() })
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[5816] | 89 | .ToList();
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[6184] | 90 | var rowsEnumerator = rows.GetEnumerator();
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[6238] | 91 | // aggregate to make sure that MoveNext is called for all enumerators
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[6184] | 92 | while (rowsEnumerator.MoveNext() & estimatedValuesEnumerators.Select(en => en.EstimatedValuesEnumerator.MoveNext()).Aggregate(true, (acc, b) => acc & b)) {
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[5816] | 93 | int currentRow = rowsEnumerator.Current;
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| 94 |
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| 95 | var selectedEnumerators = from pair in estimatedValuesEnumerators
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| 96 | where trainingPartitions == null || !trainingPartitions.ContainsKey(pair.Model) ||
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[6184] | 97 | (trainingPartitions[pair.Model].Start <= currentRow && currentRow < trainingPartitions[pair.Model].End)
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[5816] | 98 | select pair.EstimatedValuesEnumerator;
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| 99 | yield return AggregateEstimatedValues(selectedEnumerators.Select(x => x.Current));
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| 100 | }
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| 101 | }
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| 102 | }
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| 103 |
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| 104 | public override IEnumerable<double> EstimatedTestValues {
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| 105 | get {
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[6238] | 106 | var rows = ProblemData.TestIndizes;
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[5816] | 107 | var estimatedValuesEnumerators = (from model in Model.Models
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[6238] | 108 | select new { Model = model, EstimatedValuesEnumerator = model.GetEstimatedValues(ProblemData.Dataset, rows).GetEnumerator() })
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[5816] | 109 | .ToList();
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| 110 | var rowsEnumerator = ProblemData.TestIndizes.GetEnumerator();
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[6238] | 111 | // aggregate to make sure that MoveNext is called for all enumerators
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[6184] | 112 | while (rowsEnumerator.MoveNext() & estimatedValuesEnumerators.Select(en => en.EstimatedValuesEnumerator.MoveNext()).Aggregate(true, (acc, b) => acc & b)) {
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[5816] | 113 | int currentRow = rowsEnumerator.Current;
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| 114 |
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| 115 | var selectedEnumerators = from pair in estimatedValuesEnumerators
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| 116 | where testPartitions == null || !testPartitions.ContainsKey(pair.Model) ||
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[6184] | 117 | (testPartitions[pair.Model].Start <= currentRow && currentRow < testPartitions[pair.Model].End)
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[5816] | 118 | select pair.EstimatedValuesEnumerator;
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| 119 |
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| 120 | yield return AggregateEstimatedValues(selectedEnumerators.Select(x => x.Current));
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| 121 | }
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| 122 | }
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| 123 | }
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| 124 |
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| 125 | public override IEnumerable<double> GetEstimatedValues(IEnumerable<int> rows) {
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| 126 | return from xs in GetEstimatedValueVectors(ProblemData.Dataset, rows)
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| 127 | select AggregateEstimatedValues(xs);
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| 128 | }
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| 129 |
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| 130 | public IEnumerable<IEnumerable<double>> GetEstimatedValueVectors(Dataset dataset, IEnumerable<int> rows) {
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| 131 | var estimatedValuesEnumerators = (from model in Model.Models
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| 132 | select model.GetEstimatedValues(dataset, rows).GetEnumerator())
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| 133 | .ToList();
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| 134 |
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| 135 | while (estimatedValuesEnumerators.All(en => en.MoveNext())) {
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| 136 | yield return from enumerator in estimatedValuesEnumerators
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| 137 | select enumerator.Current;
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| 138 | }
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| 139 | }
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| 140 |
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| 141 | private double AggregateEstimatedValues(IEnumerable<double> estimatedValues) {
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[6238] | 142 | return estimatedValues.DefaultIfEmpty(double.NaN).Average();
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[5816] | 143 | }
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| 144 |
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| 145 | //[Storable]
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| 146 | //private string name;
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| 147 | //public string Name {
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| 148 | // get {
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| 149 | // return name;
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| 150 | // }
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| 151 | // set {
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| 152 | // if (value != null && value != name) {
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| 153 | // var cancelEventArgs = new CancelEventArgs<string>(value);
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| 154 | // OnNameChanging(cancelEventArgs);
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| 155 | // if (cancelEventArgs.Cancel == false) {
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| 156 | // name = value;
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| 157 | // OnNamedChanged(EventArgs.Empty);
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| 158 | // }
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| 159 | // }
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| 160 | // }
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| 161 | //}
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| 162 |
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| 163 | //public bool CanChangeName {
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| 164 | // get { return true; }
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| 165 | //}
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| 166 |
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| 167 | //[Storable]
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| 168 | //private string description;
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| 169 | //public string Description {
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| 170 | // get {
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| 171 | // return description;
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| 172 | // }
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| 173 | // set {
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| 174 | // if (value != null && value != description) {
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| 175 | // description = value;
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| 176 | // OnDescriptionChanged(EventArgs.Empty);
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| 177 | // }
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| 178 | // }
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| 179 | //}
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| 180 |
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| 181 | //public bool CanChangeDescription {
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| 182 | // get { return true; }
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| 183 | //}
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| 184 |
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| 185 | //#region events
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| 186 | //public event EventHandler<CancelEventArgs<string>> NameChanging;
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| 187 | //private void OnNameChanging(CancelEventArgs<string> cancelEventArgs) {
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| 188 | // var listener = NameChanging;
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| 189 | // if (listener != null) listener(this, cancelEventArgs);
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| 190 | //}
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| 191 |
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| 192 | //public event EventHandler NameChanged;
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| 193 | //private void OnNamedChanged(EventArgs e) {
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| 194 | // var listener = NameChanged;
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| 195 | // if (listener != null) listener(this, e);
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| 196 | //}
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| 197 |
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| 198 | //public event EventHandler DescriptionChanged;
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| 199 | //private void OnDescriptionChanged(EventArgs e) {
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| 200 | // var listener = DescriptionChanged;
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| 201 | // if (listener != null) listener(this, e);
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| 202 | //}
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| 203 | // #endregion
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| 204 | }
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| 205 | }
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